+423.1%
DXCM vs ESI
+323.5%
+99.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.7% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | -3.6% | -9.3% | +5.6% | -1.5% |
| 3M | -4.3% | -12.8% | +8.4% | -1.7% |
| 6M | +33.8% | -24.6% | +58.4% | +40.9% |
| YTD | +22.1% | +32.7% | -10.6% | +5.7% |
| 1Y | +47.4% | +20.3% | +27.1% | +31.5% |
| 3Y | -12.3% | +80.2% | -92.5% | -34.3% |
| 5Y | -49.1% | +40.0% | -89.0% | -59.2% |
| 10Y | +423.1% | +310.8% | +112.3% | +184.2% |
| All | +423.1% | +323.5% | +99.7% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling